Main
J. Gibrán Peniche
Education
(ITAM) Instituto Tecnológico Autónomo de México
B.S., Actuarial Sciences
Mexico City, Mexico
2014 - 2020
Courses included: Bayesian Inference, QRM, Development and Valuation of insurance products and Numerical Methods.
(ITAM) Instituto Tecnológico Autónomo de México
B.S., Financial Direction
Mexico City, Mexico
2014 - 2020
Courses Included: Portfolio Management, Financial Analysis, Corporate Finance, Fixed Income and Derivative instruments.
Experience
Model Validation Consultant
Risk Management Direction
Scotiabank
09-2020 - Present
Ana Laura Minor Castillo, MS
Description:
- Validate theoretical framework, assumptions and limitations of all models in the inventory (derivatives, credit risk, market risk, interest rate risk, operational risk, etc)
- Corroborate model assumptions with user data and assess model documentation
- Reproduce results independently and assess discrepancies between results
- Propose and participate in model robustness enhancement with applicable ML/AI methodology and/or more adequate models
Assistant
Actuarial Sciences Department
ITAM
09-2019 - 06-2020
Alberto Contreras Cristán, PhD Manuel Mendoza Ramírez, PhD.
Description:
- Bayesian inference for finite populations via semi paremetric models
- Infinite Normal Mixtures with Dirichilet Process prior
- Code Optimization translating from R to Julia and c++
Assistant
Accounting Department
ITAM
06-2018 - 06-2020
Araceli Elguea Espinosa, PhD
Description:
- Workshops on sales estimation
- Applied Linear Regression
Speaker
Finantial Direction Representation
ITAM
02-2020 - 05-2020
Description:
- Workshops in creation of complete data products for finance (Markdown & Shiny) and model calibration
Assistant
Social Service Office
ITAM
06-2016 - 06-2017
Gisela Carmona Rodríguez
Description:
- Social service release and exchange courses revalidation procedures
- Support on the coordination of “Prepa Abierta para adultos” and “PERAJ adopta un amig@” programs
President & Founder
Salsa con Colmillo Dancing School & Company
ITAM
06-2016 - 06-2019
Description:
- Head of a 6-person team
- Dance classes by levels (groups between 20 and 40 people)
- Budget Administration, personnel training and event planning
- Principal responsible of choreographic design
Extra Curricular Activities
CFA Challenge
National 1st Place, Regional Finalist
N/A
11-2019 - 04-2020
Organizer: CFA Society Mexico
Description: Issue an investment recommendation on a publicly traded firm based on fundamental analysis. Competition consisted on a written report and an oral presentation.
Cuestion de Datos, Podcast
Co-Creator & Co-Host
N/A
04-2020 - Present
Description: Divulge podcast on themes concerning Data Science, Statistics & Machine Learning
Banking the Unbankable, Financial Inclusion Challenge
Participant
N/A
05-2019
Organizer: PwC
Description: Create a tuiton loan for Mexican Students. The loan would be collateralized on future income and over a Temporal life insurance policy in order for interest to be affordable.
Realized vs. Average Returns on statistical significance of CAPM
Research
N/A
12-2018
Organizer: Atanu Paul
Description: Test statiscal significance of realized versus average returns in portfolios of Mexican publicly traded stocks.
Bayesian inference over Mexican TIIE
Research
N/A
06-2018
Organizer: Felix H. A. Matthys
Description: Fitting a Student´s T distribution over changes in levels of Mexican TIIE at different maturities. Degrees of freedom of normalized data were to be found in order to calculate Value at Risk of a bond portfolio.
Ruedafest, Latin-American Casino Championships
Latin-American 2nd Place
N/A
02-2018
Organizer: RuedaFest
Description: 2nd place of Rueda Novel Category with a 20-element coreography.